Value at Risk (VaR) Backtest (FRM T5-04)

[@monour7907]

thak u sir , i have a queston on how to calculate the P/L ??

[@abdousall5057]

I think that's only the returns from historical stock values (if negative it's a loss, otherwise a profit)

[@garyshiels944]

hi can you advise a good tutorial for VaR backtesting with Traffic Lights and how to replace historical returns with actual ones? Many thanks

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[@lemaia6206]

God bless you for this video.

[@ByomakeshDebata]

Can I get the excel spreadsheet? Thanks in advance.